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It certainly wasn't a night for the feint-hearted, especially when Eugene Dadi almost equalised with less than ten minutes to go, but the Lions held on to reach their first Semi Final in 67 years despite an intense bombardment in the second half.
Tim Cahill opened the scoring just after the ten minute mark, tidily finished past John Achterberg with his left foot after a flick on from Danny Dichio. Neil Harrisn then doubled the advantage with a spectacular 20-yard volley after Dichio again guided the ball into his path.
Gary Jones' header pulled one back before half-time, setting up a tense second forty-five minutes for Dennis Wise and his team.
Millwall will now face Sunderland, the team than knocked out The Lions back in 1937, at Old Trafford on 4 April for a place against either Arsenal or Manchester United in the FA Cup final.
With either of their prospective final opponents likely to qualify for European qualification via their final Premiership position it means Millwall are realistically just one match away from securing a place in next season's Uefa Cup.
Full details of ticket prices, allocation and sale times to follow.